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~subject:"Kapitaleinkommen"
~subject:"Optionsgeschäft"
~isPartOf:"Journal of economic dynamics & control"
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Kapitaleinkommen
Optionsgeschäft
Hedging
46
Theorie
28
Theory
28
Portfolio selection
22
Portfolio-Management
22
Option pricing theory
15
Optionspreistheorie
15
Derivat
9
Derivative
9
Volatility
9
Volatilität
9
Stochastic process
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Stochastischer Prozess
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CAPM
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Transaction costs
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Incomplete market
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Risiko
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Risk
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Unvollkommener Markt
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Risikoprämie
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Risk premium
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Capital income
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Dynamic programming
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Dynamische Optimierung
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Option trading
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Anleihe
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Bond
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Credit risk
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Estimation
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Hedge fund
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Hedge funds
2
Hedgefonds
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Intertemporal hedging
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Kreditrisiko
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Mathematical programming
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Mathematische Optimierung
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Ankirchner, Stefan
1
Augustin, Patrick
1
Barletta, Andrea
1
Fabozzi, Frank J.
1
Hu, Yuan
1
Lindquist, W. Brent
1
Perras, Patrizia Julia
1
Račev, Svetlozar T.
1
Saleh, Fahad
1
Santucci de Magistris, Paolo
1
Schneider, Judith Christiane
1
Schweizer, Nikolaus
1
Shirvani, Abootaleb
1
Sloth, David
1
Tebaldi, Claudio
1
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1
Xu, Haohua
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Journal of economic dynamics & control
The journal of futures markets
32
Journal of banking & finance
24
International journal of theoretical and applied finance
20
International review of economics & finance : IREF
15
Journal of financial economics
14
Quantitative finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Applied economics
11
Energy economics
11
Finance and stochastics
11
Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper / National Bureau of Economic Research, Inc.
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The European journal of finance
9
Journal of empirical finance
8
Journal of financial and quantitative analysis : JFQA
8
Journal of international financial markets, institutions & money
8
International review of financial analysis
7
NBER working paper series
7
Research paper series / Swiss Finance Institute
7
The journal of asset management
7
The review of financial studies
7
Economic modelling
6
Journal of financial markets
6
NBER Working Paper
6
Swiss Finance Institute Research Paper
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Applied economics letters
5
Applied mathematical finance
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Computational economics
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European journal of operational research : EJOR
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Journal of multinational financial management
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Working paper
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Working paper / Centre for Financial Research
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wi - Wirtschaft
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Always learning
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ECONIS (ZBW)
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
3
Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
Saved in:
4
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
5
Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan
;
Schneider, Judith Christiane
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
Saved in:
6
Hedging using simulation : a least squares approach
Tebaldi, Claudio
- In:
Journal of economic dynamics & control
29
(
2005
)
8
,
pp. 1287-1312
Persistent link: https://www.econbiz.de/10003002256
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